-71.2%
GRAB vs URA
+91.2%
-162.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.5% |
| 7D | -10.8% | -5.5% | -5.3% | -9.2% |
| 30D | -15.5% | -3.7% | -11.8% | -14.7% |
| 3M | -9.0% | -2.9% | -6.1% | -8.8% |
| 6M | -21.6% | -15.2% | -6.3% | -18.4% |
| YTD | -38.9% | +1.9% | -40.7% | -41.7% |
| 1Y | -44.8% | +6.9% | -51.8% | -49.2% |
| 3Y | -18.4% | +99.6% | -118.1% | -44.6% |
| All | -71.2% | +91.2% | -162.4% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling